Andy Warhol's portrait of Ethel Scull 36 Times is a tribute from one shopaholic to another. Everybody knows about Warhol's appetite for shopping, and the huge collections of stuff he left behind when he died. "Buying is much more American than thinking," he said, "and I'm as American as they come." A whole page of his book, The Philosophy of Andy Warhol, is devoted to an argument with a friend about where to go underwear shopping on a Saturday morning; Macy's (where Warhol usually got his underwear), Bloomingdale's or Saks?

Ethel Scull was another super-shopper, but what she and her husband Robert most liked to buy was art. They bought the art of Warhol, Robert Rauschenberg, Roy Lichtenstein. Robert Scull had made a fortune with taxis, and the couple used their money to put themselves at the centre of the art scene, anticipating Charles Saatchi in the enthusiasm and quasi-industrial scope of their buying. The Sculls wanted a portrait and they wanted it now. So Warhol took Ethel to a photomat, which pumped out 36 photographs of her, from which he made silkscreens.

Ethel Scull 36 Times is a powerful, lyrical painting about movement, the illusion of movement. Snapped in a quick succession of random shots, the frieze of images is pop art's answer to futurism; just as Boccioni tried to capture the dynamism of a figure striding through space, Warhol conveys the vivacious energy of Ethel Scull. Except, because this is a Warhol, there is a sly and cruel wit. Broken up, considered separately, these faces are still, stilled, fatally pinned by the camera, deathly silhouettes like all of Warhol's silkscreens. The "buzz" of art as shopping, art as money, that this painting so ambivalently celebrates, is really just white noise.

You become aware of shopping, and looking at art, as motion, as mall browsing, in Shopping, an exhibition that is travelling to Tate Liverpool from the Schirn Kunsthalle in Frankfurt. In Germany, you enter through a simulacrum of a German supermarket - kartoffelsalat, Bismarck herring and all. Except you can't touch anything. It's odd and confusing, not necessarily for the right reasons. But it does convey a sense of random and vague motion - the shopper promenading the aisles, looking for that absent something - that continues throughout this exhibition, from Warhol, Lichtenstein and Claes Oldenburg, to Jeff Koons and Damien Hirst.

Movement is a central aesthetic concern of 1960s pop art. European art in the Renaissance and baroque eras was fundamentally about movement, simulating the organic motion of human and animal bodies. In the American, and American-dominated, art of the 1960s, the most urgent subject matter was inorganic: things and, more specifically, things to buy. Pop art was concerned with shops, supermarkets, shelves, boxes, cans and bottles. It was about, as Warhol put it, "comics, picnic tables, men's trousers, celebrities, shower curtains, refrigerators, Coke bottles - all the great modern things". And yet it was not about them as mute objects. It was about their magical presence in the imagination, their fetishisation, their worship, the way that - just as the baroque artists painted saints so they seemed alive and human, and put tears on the face of a carved Christ - commodities, in the magic realm of their fetishism, seem alive.

Movement, once the great business of high art, is also, and without irony, the business of pop art: how to capture the illusion of movement, of life, in stuff stacked in aisles. Movement is what is brilliantly, billowingly suggested by the gigantic dots of Roy Lichtenstein's paintings. The comic-book scenes that he transfigures on a booming, bright scale take on a Rubens-like energy and expansiveness: life blasts out at us from his paintings. And yet it is brittle. The gaudy colours and innocent dynamism carry a freight of vulnerability; the movement, as in Warhol's portrait of Ethel Scull 36 Times, is illusory. It is openly, explicitly fictive.

Lichtenstein's paintings are meditations on painting's fiction of life. In European painting, the baroque, that religious 17th-century art movement in which the turbulent motion of God transforming and creating and punishing was paramount, invited its own parody, the rococo, the baroque secularised, the ethereal energy of the heavens mutating into a frolicsome space of erotic pleasure. Sex as movement. Pop art in America had a lot in common with the rococo. In fact, the first "pop" painting is Jean-Antoine Watteau's early 18th-century rococo masterpiece L'Enseigne de Gersaint. Watteau painted it as a shop sign for the art dealer Gersaint. It is a vision of shopping as erotic movement, as a sexy dance. Gersaint's shop is open to the street, with many fine oil paintings displayed as luxury goods like clothes or cakes, taken out of crates, lining the walls, demonstrated by shop assistants. A mirror in a gilt frame reflects the shoppers. They are the stars of this mercantile theatre, and they glitter and shimmer in their silk skirts and fluffy wigs, engaging in a dance of flirtation, ladies and gentlemen, people and paintings. The picture has a dream-like softness, its space, the space of the shop, is strangely yielding, as if the air itself is perfumed, as if the recessive box of the shop's interior is soft.

As soft as the objects inflating and ballooning into a life of their own generated by the drawings and painted plaster sculptures of early Oldenburg. In 1961, Oldenburg opened The Store in New York, a low-rent, scruffy, humble neighbourhood store that he filled with imitations of ordinary, cheap foods, clothing, whatever a neighbourhood store might sell, but infected with fantasy, infused with organic life, as if by the imagination of a mad shopkeeper or deluded shopper. Oldenburg's sloppily sculpted and painted irons, cakes, trousers and ice-cream sundaes do not have the hardness and impermeability of glossy commodities behind glass. Rather they seem used, they are secondhand goods marked by the sad and febrile fantasies of those who have touched them before. Oldenburg and Watteau both picture the shop as a soft, yielding, penetrable space, an erotic emporium where desire is tantalised and teased, and where reality warps to our wishes.

There is a gentleness to Oldenburg's art, a profusion of pinks and light blues. A tray of meats you would see in a butcher's shop - sausages, salami and pork chops all made of plaster and painted a blushing pink, flecked with white - seem tender and fleshy, but not violent. Ethereal, somehow. A display of plaster lingerie seems innocent, until you enumerate all the items and the pleasure he took in making them. Oldenburg's store goods have the magic, fetishistic presence of the ex votos you see in a baroque church in Naples - representations of limbs and stomachs and eyes laid before the Madonna.

The powdered ethereality of the Watteau-esque shopping experience is a shopping beyond shopping. This is shopping to die for. Something similar is suggested by a pink-walled, ecstatic installation by Sylvie Fleury, in which boxes of expensive, high-heeled shoes have been left unopened. "Pleasures," it says on the wall. The world of desire evoked here is the same place of communal utopian sensuality in which Watteau's art collectors linger - except this invisible shopper is solitary and narcissistic. This self-absorbed and affluent shopper might be the ideal customer dreamed of by Salvador Dali when he designed a window display for a New York department store. Dali's surrealism is another mutation of the rococo. The erotic mutations of the everyday objects he designed - lobster telephone, lip sofa - belong in the fetishised realm of the commodity.

A coldness creeps in. The shop becomes a morgue: proprietor Jeff Koons. The Shopping exhibition includes a bright white cold room with some of his early pop classics: Hoovers, brand new, in vitrines. Untouched and smooth, Koons's Hoovers are the opposite of Oldenburg's shop-soiled fancies. Newness, the untouched, is the theme of Koons's top-of-the-line early 1980s Hoover models, arranged in illuminated cases as if they were new cars or designer bags. Koons's absolute kingdom of the object is the most radical pop art since Warhol's Brillo Boxes. He creates a world of desire, but there is a satirical rage, a vengefulness, to it. The shop through which Koons leads us is a place where we will never get satisfaction. The Hoovers are dead still; they are time capsules, they remain "new", trapped in the moment of their production in the 1980s. It's as if opening the plastic vitrines would let in air and the Hoovers, preserved like mummies in a tomb, would disintegrate.

Shops are places to go, and so are art galleries. You look, you are seen. You keep moving. Moving makes you feel alive. The exhibition ends with Damien Hirst's Pharmacy.

"So if it's one in the morning and I'm still awake," confessed Warhol, "I take a cab to the all-night pharmacy and buy whatever I've been brainwashed with that night on TV. I'll buy anything in a drugstore in the middle of the night." Here at the Pharmacy, motion stops, the mind is chilled, gelid like ice-cold vodka. The neatly stacked boxes of drugs are comforting and deathly. Well, where do you go when the shops have all closed?

· Shopping: A Century of Art and Consumer Culture is at Tate Liverpool from December 19 until March 23. Details: 0151-702 7400. The Guardian is media partner for this exhibition.